-75.8%
SNAP vs MOD
+728.2%
-804.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -21.4% | +27.3% | +10.3% |
| 7D | -0.7% | -31.3% | +30.7% | +6.4% |
| 30D | +5.5% | -46.1% | +51.6% | +18.5% |
| 3M | +2.2% | -51.1% | +53.4% | +16.6% |
| 6M | -4.1% | -62.1% | +58.0% | +12.9% |
| YTD | -26.6% | -26.2% | -0.5% | -27.5% |
| 1Y | -20.7% | -32.6% | +11.8% | -20.8% |
| 3Y | -44.8% | +133.8% | -178.6% | -61.0% |
| 5Y | -88.7% | +792.8% | -881.4% | -94.3% |
| All | -75.8% | +728.2% | -804.1% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling